-9.8%
LEN vs VO
+42.2%
-52.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.5% |
| 7D | -3.4% | -0.6% | -2.8% | -2.7% |
| 30D | -5.7% | -1.9% | -3.7% | -3.4% |
| 3M | -12.2% | +3.3% | -15.5% | -15.3% |
| 6M | -18.3% | +9.7% | -28.0% | -26.3% |
| YTD | -20.2% | +12.6% | -32.8% | -30.2% |
| 1Y | -40.1% | +13.6% | -53.7% | -48.1% |
| 3Y | -26.2% | +56.8% | -83.0% | -56.4% |
| 5Y | -9.8% | +42.3% | -52.1% | -40.2% |
| All | -9.8% | +42.2% | -52.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling